-28.0%
ORCL vs CBOE
+29.2%
-57.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +5.3% | -3.6% | +8.9% | +4.7% |
| 30D | +10.0% | +5.1% | +4.9% | +10.9% |
| 3M | -32.6% | +4.6% | -37.2% | -31.9% |
| 6M | +4.9% | -0.3% | +5.2% | +2.4% |
| YTD | -17.8% | +19.8% | -37.5% | -17.2% |
| 1Y | -28.0% | +28.4% | -56.3% | -28.1% |
| All | -28.0% | +29.2% | -57.2% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CBOE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling